percentiles: Quantiles for the limiting distribution of the test
In Largevars: Testing Large VARs for the Presence of Cointegration
percentiles R Documentation
Quantiles for the limiting distribution of the test
Description
A data frame containing the simulated quantiles for the test statistic used in
the largevar function. More details about how these simulations were conducted
can be found in Section 4 of the vignette.
Format
A data frame with 99 rows and 11 variables:
Source
Calculated through own simulations (see details in vignette).
Largevars documentation built on June 8, 2025, 11:18 a.m.
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| percentiles | R Documentation |
Quantiles for the limiting distribution of the test
Description
A data frame containing the simulated quantiles for the test statistic used in the largevar function. More details about how these simulations were conducted can be found in Section 4 of the vignette.
Format
A data frame with 99 rows and 11 variables:
Source
Calculated through own simulations (see details in vignette).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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